1. 升级了，MACD不正常了！
很久没有升级vnpy了，前几天升级了，K线图表MACD，为什么？
差了下，MacdItem和ChartWighet，都没有修改，为什么不正常了呢？原来是pyqtgraph升级了，研究了半天也是一头雾水。
2. 修改了可以了，代码如下：
class MacdItem(ChartItem):
""""""
_values_ranges: Dict[Tuple[int, int], Tuple[float, float]] = {}
last_range:Tuple[int, int] = (-1,-1) # 最新显示K线索引范围
def __init__(self, manager: BarManager):
""""""
super().__init__(manager)
self.white_pen: QtGui.QPen = pg.mkPen(color=(255, 255, 255), width=1)
self.yellow_pen: QtGui.QPen = pg.mkPen(color=(255, 255, 0), width=1)
self.red_pen: QtGui.QPen = pg.mkPen(color=(255, 0, 0), width=1)
self.green_pen: QtGui.QPen = pg.mkPen(color=(0, 255, 0), width=1)
self.short_window = 12
self.long_window = 26
self.M = 9
self.macd_data: Dict[int, Tuple[float,float,float]] = {}
def get_macd_value(self, ix: int) -> Tuple[float,float,float]:
""""""
if ix < 0:
return (0.0,0.0,0.0)
# When initialize, calculate all macd value
if not self.macd_data:
bars = self._manager.get_all_bars()
close_data = [bar.close_price for bar in bars]
diffs,deas,macds = talib.MACD(np.array(close_data),
fastperiod=self.short_window,
slowperiod=self.long_window,
signalperiod=self.M)
for n in range(0,len(diffs)):
self.macd_data[n] = (diffs[n],deas[n],macds[n])
# Return if already calcualted
if ix in self.macd_data:
return self.macd_data[ix]
# Else calculate new value
close_data = []
for n in range(ix-self.long_window-self.M+1, ix + 1):
bar = self._manager.get_bar(n)
close_data.append(bar.close_price)
diffs,deas,macds = talib.MACD(np.array(close_data),
fastperiod=self.short_window,
slowperiod=self.long_window,
signalperiod=self.M)
diff,dea,macd = diffs[-1],deas[-1],macds[-1]
self.macd_data[ix] = (diff,dea,macd)
return (diff,dea,macd)
def _draw_bar_picture(self, ix: int, bar: BarData) -> QtGui.QPicture:
""""""
macd_value = self.get_macd_value(ix)
last_macd_value = self.get_macd_value(ix - 1)
# # Create objects
picture = QtGui.QPicture()
painter = QtGui.QPainter(picture)
# # Draw macd lines
if np.isnan(macd_value[0]) or np.isnan(last_macd_value[0]):
# print("略过macd lines0")
pass
else:
end_point0 = QtCore.QPointF(ix, macd_value[0])
start_point0 = QtCore.QPointF(ix - 1, last_macd_value[0])
painter.setPen(self.white_pen)
painter.drawLine(start_point0, end_point0)
if np.isnan(macd_value[1]) or np.isnan(last_macd_value[1]):
# print("略过macd lines1")
pass
else:
end_point1 = QtCore.QPointF(ix, macd_value[1])
start_point1 = QtCore.QPointF(ix - 1, last_macd_value[1])
painter.setPen(self.yellow_pen)
painter.drawLine(start_point1, end_point1)
if not np.isnan(macd_value[2]):
if (macd_value[2]>0):
painter.setPen(self.red_pen)
painter.setBrush(pg.mkBrush(255,0,0))
else:
painter.setPen(self.green_pen)
painter.setBrush(pg.mkBrush(0,255,0))
painter.drawRect(QtCore.QRectF(ix-0.3,0,0.6,macd_value[2]))
else:
# print("略过macd lines2")
pass
painter.end()
return picture
def boundingRect(self) -> QtCore.QRectF:
""""""
min_y, max_y = self.get_y_range()
rect = QtCore.QRectF(
0,
min_y,
len(self._bar_picutures),
max_y
)
return rect
def get_y_range(self, min_ix: int = None, max_ix: int = None) -> Tuple[float, float]:
# 获得3个指标在y轴方向的范围
# hxxjava 修改，2020-6-29
# 当显示范围改变时，min_ix,max_ix的值不为None，当显示范围不变时，min_ix,max_ix的值不为None，
offset = max(self.short_window,self.long_window) + self.M - 1
if not self.macd_data or len(self.macd_data) < offset:
# print(f'(min_ix,max_ix){(min_ix,max_ix)} offset={offset},len(self.macd_data)={len(self.macd_data)}')
# hxxjava 修改，2021-5-8,因为升级vnpy，其依赖的pyqtgraph版本也升级了，原来为return 0，1
return -100, 100
# print("len of range dict:",len(self._values_ranges),",macd_data:",len(self.macd_data),(min_ix,max_ix))
if min_ix != None: # 调整最小K线索引
min_ix = max(min_ix,offset)
if max_ix != None: # 调整最大K线索引
max_ix = min(max_ix, len(self.macd_data)-1)
last_range = (min_ix,max_ix) # 请求的最新范围
if last_range == (None,None): # 当显示范围不变时
if self.last_range in self._values_ranges:
# 如果y方向范围已经保存
# 读取y方向范围
result = self._values_ranges[self.last_range]
# print("1:",self.last_range,result)
return adjust_range(result)
else:
# 如果y方向范围没有保存
# 从macd_data重新计算y方向范围
min_ix,max_ix = 0,len(self.macd_data)-1
macd_list = list(self.macd_data.values())[min_ix:max_ix + 1]
ndarray = np.array(macd_list)
max_price = np.nanmax(ndarray)
min_price = np.nanmin(ndarray)
# 保存y方向范围，同时返回结果
result = (min_price, max_price)
self.last_range = (min_ix,max_ix)
self._values_ranges[self.last_range] = result
# print("2:",self.last_range,result)
return adjust_range(result)
""" 以下为显示范围变化时 """
if last_range in self._values_ranges:
# 该范围已经保存过y方向范围
# 取得y方向范围，返回结果
result = self._values_ranges[last_range]
# print("3:",last_range,result)
return adjust_range(result)
# 该范围没有保存过y方向范围
# 从macd_data重新计算y方向范围
macd_list = list(self.macd_data.values())[min_ix:max_ix + 1]
ndarray = np.array(macd_list)
max_price = np.nanmax(ndarray)
min_price = np.nanmin(ndarray)
# 取得y方向范围，返回结果
result = (min_price, max_price)
self.last_range = last_range
self._values_ranges[self.last_range] = result
# print("4:",self.last_range,result)
return adjust_range(result)
def get_info_text(self, ix: int) -> str:
# """"""
if ix in self.macd_data:
diff,dea,macd = self.macd_data[ix]
words = [
f"diff {diff:.3f}"," ",
f"dea {dea:.3f}"," ",
f"macd {macd:.3f}"
]
text = "\n".join(words)
else:
text = "diff - \ndea - \nmacd -"
return text3. 修改后显示效果
